ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.29550.08080.1574-0.2308-0.6267-0.221
(p-val)(0.5523 )(0.6366 )(0.4021 )(0.6444 )(0.0119 )(0.2996 )
Estimates ( 2 )0.07850.10690.17180-0.6175-0.2084
(p-val)(0.6035 )(0.4973 )(0.304 )(NA )(0.0133 )(0.3277 )
Estimates ( 3 )00.11590.17760-0.61-0.2162
(p-val)(NA )(0.46 )(0.2849 )(NA )(0.0136 )(0.305 )
Estimates ( 4 )000.2020-0.6629-0.2424
(p-val)(NA )(NA )(0.2186 )(NA )(0.0048 )(0.2343 )
Estimates ( 5 )000.20320-0.50870
(p-val)(NA )(NA )(0.2068 )(NA )(0.0042 )(NA )
Estimates ( 6 )0000-0.4170
(p-val)(NA )(NA )(NA )(NA )(0.0196 )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.0342967339570163
40.2950737868356
3.71167095945658
2.11876477863883
-77.4958858059681
8.71870421662608
-44.7133220557796
-17.2913532176177
-16.2095505038195
0.920417992760094
6.64679633749174
-0.516392665948293
-8.04953188374467
-23.3941239801084
23.5498306364685
-14.0933934832298
-26.0543047291097
5.92882224339111
-24.017958128834
-11.8785142181155
-9.98719565325315
-4.51209855066018
-22.1918128646795
-13.4458033417056
-1.25989981678607
9.90406038244438
-9.3938440584705
-3.25491664116753
13.3281830917667
28.6734719008304
20.5199682374994
4.78616738409335
15.9379433786978
-6.32564259632288
-14.0671700137307
-14.909409608644
1.75323746217179
-3.27707452769766
-41.9625037552379
13.2741737759528
30.3847437917582
-10.1276539891439
-10.5434874708092
-8.60709721974626
-11.4387898398738